Info
This question is closed. Reopen it to edit or answer.
Estimating parameters in a state space model
1 view (last 30 days)
Show older comments
Dear Matlab users,
Given the code below, I want to estimate "A" from the observations "y" using the system identification toolbox. Can somebody help me? I have tried ssest(y,1), but with very poor results.
A = 0.4;
N = 1000;
x = zeros(N,1);
y = zeros(N,1);
v = randn(N,1)*1e-1;
e = randn(N,1)*1e-1;
for i = 1:N
x(i+1) = A*x(i) + v(i);
y(i) = x(i) + e(i);
end
0 Comments
Answers (0)
See Also
Products
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!